R/covariance.R

In BDgraph: Bayesian Structure Learning in Graphical Models using Birth-Death MCMC

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#     Copyright (C) 2012 - 2021  Reza Mohammadi                                |
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#     This file is part of BDgraph package.                                    |
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#     BDgraph is free software: you can redistribute it and/or modify it under |
#     the terms of the GNU General Public License as published by the Free     |
#     Software Foundation; see <https://cran.r-project.org/web/licenses/GPL-3>.|
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#     Maintainer: Reza Mohammadi <a.mohammadi@uva.nl>                          |
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#     Computing estimated covariance matrix                                    |
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covariance = function( bdgraph.obj, round = 2 )
{
    if( ( !inherits( bdgraph.obj, "bdgraph" ) ) && ( !inherits( bdgraph.obj, "ssgraph" ) ) )
        stop( "Input 'bdgraph.obj' must be an object from functions 'bdgraph()', 'bdgraph.mpl()', or 'ssgraph()'" )
    
    K_hat = bdgraph.obj $ K_hat
    
    if( is.null( K_hat ) )			  
        stop( "Input 'bdgraph.obj' must be an object from functions 'bdgraph()' or 'ssgraph()'" )
    
    cov = solve( K_hat )
    
    return( round( cov, round ) )
    
}  

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